-7.4%
PEG vs MTB
+27.0%
-34.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | +1.0% | +2.0% | -1.0% | +0.8% |
| 30D | +6.6% | +2.9% | +3.7% | +6.3% |
| 3M | -3.1% | -10.7% | +7.5% | -2.3% |
| 6M | -7.4% | +6.3% | -13.7% | -7.6% |
| YTD | -6.4% | +13.8% | -20.2% | -7.0% |
| 1Y | -7.4% | +27.7% | -35.2% | -7.6% |
| All | -7.4% | +27.0% | -34.4% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling